-17.8%
VFC vs Q
+71.3%
-89.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +2.0% |
| 7D | -1.6% | +0.2% | -1.9% | -1.7% |
| 30D | -11.6% | -11.1% | -0.5% | -9.8% |
| 3M | -18.1% | -22.1% | +4.0% | -15.1% |
| 6M | -27.4% | +0.5% | -27.8% | -30.5% |
| YTD | -24.8% | +47.8% | -72.6% | -31.9% |
| All | -17.8% | +71.3% | -89.1% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded Q wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling